High-dimensional generalized linear models
Web3 de fev. de 2024 · Variable selection in a grouped manner is an attractive method since it respects the grouping structure in the data. In this paper, we study the adaptive group Lasso in the frame of high-dimensional generalized linear models. Both the number of groups diverging with the sample size and the number of groups exceeding the sample … WebGeneralized linear model; High-dimensional inference; Matrix uncertainty selector; Measurement error; Sparse estimation; Acknowledgments. The authors would like to …
High-dimensional generalized linear models
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Web12 de fev. de 2024 · High-dimensional Generalized Linear Model (GLM) inferences have been studied by many scholars [3,4,5,6]. Deshpande proposed a debiasing method for constructing CIs. Cai, Athey and Zhu [8,9,10] proposed a more general linear comparison method under the condition of special load vectors. WebIn this paper, a graphic model-based doubly sparse regularized estimator is discussed under the high dimensional generalized linear models, that utilizes the graph structure among the predictors. The graphic information among predictors is incorporated node-by-node using a decomposed representation and the sparsity is encouraged both within and ...
Web7 de ago. de 2013 · This paper studies generalized additive partial linear models with high-dimensional covariates. We are interested in which components (including parametric and nonparametric components) are nonzero. The additive nonparametric functions are approximated by polynomial splines. WebAbstract. In this work, we study the transfer learning problem under high-dimensional generalized linear models (GLMs), which aim to improve the fit on target data by …
Web1 de jan. de 2024 · Probabilist, statistician, machine learner and financial econometrician. I have been working at both financial industry as a … Webmethods for transfer learning in high-dimensional linear models and establishes the mini-max optimal rate.Li et al.(2024b) introduces a method for estimation and edge detection …
Web1 de out. de 2024 · In this paper, we propose to use a penalized estimator for the homogeneity detection in the high-dimensional generalized linear model (GLM), that composed of two non-convex penalties: individual sparsity and sparsity of pairwise difference. We consider a class of non-convex penalties that includes most of existing …
WebThis study proposes a novel complete subset averaging (CSA) method for high-dimensional generalized linear models based on a penalized Kullback–Leibler (KL) … nova health locationsWebRobust high-dimensional generalized linear models 33 functional T(F) is sufficiently regular, a von Mises expansion (von Mises, 1947) yields T(G) ... how to sink walls ffxivWebThe problem of obtaining an optimal spline with free knots is tantamount to minimizing derivatives of a nonlinear differentiable function over a Banach space on a compact … how to sink underwaterWebIn this paper, a graphic model-based doubly sparse regularized estimator is discussed under the high dimensional generalized linear models, that utilizes the graph … how to sink the 9 ball on breakWebIn this work, we study the transfer learning problem under high-dimensional generalized linear models (GLMs), which aim to improve the fit on target data by borrowing information from useful source data. Given which sources to transfer, we propose a transfer learning algorithm on GLM, ... nova health montanaWeb1 de jul. de 2024 · T-ridge estimator for generalized linear models. In this section, we exemplify the t-ridge estimator for maximum regularized likelihood estimation in generalized linear models. We consider data Z = ( y, X) that follow a conditional distribution (5) y i x i, β ∗ ∼ F with g ( E ( y i x i, β ∗)) = x i ⊤ β ∗. nova health mtWeb10 de nov. de 2024 · Title Transfer Learning under Regularized Generalized Linear Models Version 2.0.0 Description We provide an efficient implementation for two-step multi-source transfer learning algo-rithms in high-dimensional generalized linear models (GLMs). The elastic-net penal-ized GLM with three popular families, including linear, ... how to sink your phone to your computer